-9.3%
LHX vs PEG
-6.2%
-3.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.0% | -6.7% |
| 7D | -0.3% | +1.0% | -1.4% | -0.7% |
| 30D | +9.7% | +6.6% | +3.0% | +7.3% |
| 3M | -8.5% | -3.1% | -5.4% | -7.6% |
| 6M | -15.1% | -7.4% | -7.7% | -13.1% |
| YTD | -10.4% | -6.4% | -4.0% | -9.6% |
| 1Y | -9.3% | -7.4% | -1.9% | -8.0% |
| All | -9.3% | -6.2% | -3.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling